+237.5%
VIK vs ACM
-26.7%
+264.1%
-35.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.8% | +3.5% | +3.0% |
| 7D | +3.6% | -0.3% | +3.9% | +3.7% |
| 30D | -16.7% | -12.9% | -3.8% | -11.7% |
| 3M | -1.1% | -6.4% | +5.3% | +0.8% |
| 6M | +27.8% | -29.2% | +57.0% | +50.8% |
| YTD | +23.3% | -29.9% | +53.3% | +44.8% |
| 1Y | +38.2% | -47.3% | +85.5% | +89.4% |
| All | +237.5% | -26.7% | +264.1% | +247.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded ACM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling